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~subject:"Random matrix theory"
~subject:"United States"
~subject:"Zeitreihenanalyse"
~type:"article"
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Search: subject_exact:"Matrizenrechnung"
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Random matrix theory
United States
Zeitreihenanalyse
Linear algebra
152
Lineare Algebra
152
Theorie
81
Theory
80
Correlation
35
Korrelation
35
Estimation theory
25
Schätztheorie
25
Time series analysis
19
Portfolio selection
14
Portfolio-Management
14
Input-Output-Analyse
11
Input-output analysis
11
Stochastic process
11
Stochastischer Prozess
11
Mathematical programming
10
Mathematische Optimierung
10
Statistical distribution
10
Statistische Verteilung
10
Analysis of variance
9
Varianzanalyse
9
Factor analysis
8
Faktorenanalyse
8
Markov chain
8
Markov-Kette
8
Börsenkurs
7
Operations Research
7
Operations research
7
Share price
7
Autocorrelation
6
Autokorrelation
6
Credit rating
6
Kreditwürdigkeit
6
Cluster analysis
5
Clusteranalyse
5
Measurement
5
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5
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5
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5
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English
31
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Fan, Jianqing
3
Bodnar, Taras
2
Liao, Yuan
2
Parolya, Nestor
2
Bauwens, Luc
1
Bavaud, F.
1
Cai, Yumei
1
Casillas González, Juan Martín
1
Chen, Jiaqi
1
Chen, Song Xi
1
Cui, Xiaomei
1
Dai, Yun-Shi
1
Dong, Yingjie
1
Drożdż, S.
1
Eom, Cheoljun
1
Galanopoulos, Konstantinos
1
Gillard, Jonathan
1
Giudici, Paolo
1
Gopikrishnan, P.
1
Gribisch, Bastian
1
Grümmer, F.
1
Hansen, Peter Reinhard
1
Harvey, Andrew C.
1
He, Yong
1
Huang, Qianyun
1
Jondeau, Eric
1
Jung, Johannes
1
Jurczenko, Emmanuel
1
Kaiser, C.
1
Kateb, Djalil
1
Kim, Donggyu
1
Klarić, Matija
1
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1
Kordi, M.
1
Lesage, James P.
1
Li, Kunpeng
1
Liu, Han
1
Majstorović, Snježana
1
Ngoc Quang Anh Huynh
1
Okhrin, Yarema
1
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Journal of econometrics
4
Economics letters
2
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Quantitative finance
2
Annual review of financial economics
1
Applied economics letters
1
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
1
Emerging economic models for global sustainability and social development
1
Finance research letters
1
Geographical analysis : an international journal of theoretical geography
1
International journal of forecasting
1
International journal of production research
1
International review of economics & finance : IREF
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of the American Statistical Association : JASA
1
Long memory in economics : with 50 tables
1
Modern economy
1
Pacific-Basin finance journal
1
Research in international business and finance
1
Risk management decisions and value under uncertainty
1
The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association
1
The econometrics journal
1
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ECONIS (ZBW)
31
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1
Optimal shrinkage-based portfolio selection in high dimensions
Bodnar, Taras
;
Okhrin, Yarema
;
Parolya, Nestor
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10013540653
Saved in:
2
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
3
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
4
Characterizing correlation matrices that admit a clustered factor representation
Tong, Chen
;
Hansen, Peter Reinhard
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014506906
Saved in:
5
Correlation structure analysis of the global agricultural futures market
Dai, Yun-Shi
;
Ngoc Quang Anh Huynh
;
Zheng, Qing-Huan
; …
- In:
Research in international business and finance
61
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246883
Saved in:
6
Network models to improve robot advisory portfolios
Giudici, Paolo
;
Polinesi, Gloria
;
Spelta, Alessandro
- In:
Risk management decisions and value under uncertainty
,
(pp. 965-989)
.
2022
Persistent link: https://www.econbiz.de/10013342079
Saved in:
7
Projected estimation for large-dimensional matrix factor models
Yu, Long
;
He, Yong
;
Kong, Xinbing
;
Zhang, Xinsheng
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 201-217
Persistent link: https://www.econbiz.de/10013441854
Saved in:
8
Recent developments in factor models and applications in econometric learning
Fan, Jianqing
;
Li, Kunpeng
;
Liao, Yuan
- In:
Annual review of financial economics
13
(
2021
),
pp. 401-430
Persistent link: https://www.econbiz.de/10012795259
Saved in:
9
Testing high-dimensional covariance matrices under the elliptical distribution and beyond
Yang, Xinxin
;
Zheng, Xinghua
;
Chen, Jiaqi
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 409-423
Persistent link: https://www.econbiz.de/10012619243
Saved in:
10
Random matrix models for datasets with fixed time horizons
Zitelli, G. L.
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 769-781
Persistent link: https://www.econbiz.de/10012262618
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